I checked this in some stat mech books and some of them talk about collisions with the wall and others say that there are just enough collisons to thermalize the gas, but that nevertheless the interactions can be neglected.

"Water will both thermalize (slow down) and absorb neutrons, so the reflected neutron signal will be higher in thermal (low-energy) neutrons and lower in epithermal (high-energy) neutrons," Boynton explained.